| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 21.69% | 297.13% |
| Max Drawdown | -25.89% | -32.34% |
| Sharpe | 0.14 | 0.39 |
| Sortino | 0.21 | 0.55 |
| Payoff Ratio | 1.12 | 1.15 |
| Profit Factor | 1.05 | 1.06 |
| Common Sense Ratio | 1.07 | 1.1 |
| CPC Index | 0.56 | 0.63 |
| Tail Ratio | 1.01 | 1.03 |
| Outlier Win Ratio | 35.11 | 3.31 |
| Outlier Loss Ratio | 3.53 | 3.34 |
| Volatility (ann.) | 4.25% | 10.47% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.49 | 4.04 |
| Skew | 1.76 | -0.02 |
| Kurtosis | 67.21 | 9.13 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.99% | 7.14% |
| Expected Yearly % | 6.76% | 58.36% |
| Kelly Criterion | 0.44% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -0.89% |
| Expected Shortfall (cVaR) | -0.36% | -0.89% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.10 | 17.37 | 0.32 | - |
| 2024 | 121.00 | 22.26 | 0.18 | - |
| 2025 | 16.61 | -15.19 | -0.91 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 1.27% | 15.58% |
| 3M | -6.21% | 22.89% |
| 6M | -18.31% | 17.06% |
| YTD | -15.19% | 16.61% |
| 1Y | -17.51% | 56.92% |
| 3Y (ann.) | 12.64% | 130.75% |
| 5Y (ann.) | 12.64% | 130.75% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -25.89% | -32.34% |
| Longest DD Days | 205.0 | 236.0 |
| Avg. Drawdown | -2.37% | -2.26% |
| Avg. Drawdown Days | 14.0 | 4.0 |
| Recovery Factor | 0.84 | 9.19 |
| Ulcer Index | 1.02 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -25.89 | 173 |
| 2024-05-13 | 2024-12-05 | -18.90 | 205 |
| 2024-03-25 | 2024-05-04 | -6.96 | 39 |
| 2024-03-11 | 2024-03-25 | -5.69 | 14 |
| 2023-11-09 | 2024-01-02 | -5.61 | 53 |
| 2024-02-28 | 2024-03-04 | -3.80 | 4 |
| 2024-02-13 | 2024-02-28 | -3.70 | 14 |
| 2024-05-07 | 2024-05-13 | -2.26 | 5 |
| 2024-01-08 | 2024-01-28 | -2.22 | 19 |
| 2024-01-02 | 2024-01-08 | -2.17 | 6 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.29% | -4.9% |
| Best Week | 13.03% | 23.06% |
| Worst Week | -8.0% | -12.33% |
| Best Month | 17.02% | 43.77% |
| Worst Month | -11.53% | -17.69% |
| Best Year | 22.26% | 121.0% |
| Worst Year | -15.19% | 16.61% |
| Avg. Up Day | 0.39% | 0.42% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 2.99% | 7.49% |
| Avg. Down Week | -2.62% | -3.86% |
| Avg. Up Month | 6.05% | 18.2% |
| Avg. Down Month | -5.5% | -10.35% |
| Win Days % | 47.47% | 51.08% |
| Win Month % | 55.0% | 70.0% |
| Win Week % | 50.62% | 57.3% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 66.67% | 100.0% |